Smooth approximation of probability and quantile functions: vector generalization and its applications

R Torishnyi, V Sobol - Journal of Physics: Conference Series, 2021‏ - iopscience.iop.org
In this paper, we provide an approximation method for probability function and its
derivatives, which allows using the first order numerical algorithms in stochastic optimization …

О гладкой аппроксимации вероятностных критериев в задачах стохастического программирования

ВР Соболь, РО Торишный - Информатика и автоматизация, 2020‏ - mathnet.ru
Исследуется один из возможных вариантов гладкой аппроксимации вероятностных
критериальных функций в задачах стохастического программирования, позволяющий …

[PDF][PDF] Laplace distribution: ordinary differential equations

HI Okagbue, PE Oguntunde, AA Opanuga… - Proceedings of the …, 2018‏ - iaeng.org
Differential calculus was used in this paper to obtain the ordinary differential equations
(ODE) of the probability functions of the Laplace distribution. The parameters and support …

[PDF][PDF] Classes of Ordinary Differential Equations Obtained for the Probability Functions of Kumaraswamy Distribution

HI Okagbue, MO Adamu, TA Anake… - Proceedings of the …, 2018‏ - iaeng.org
In this paper, differential calculus was used to obtain the ordinary differential equations
(ODE) of the probability density function (PDF), Quantile function (QF), survival function (SF) …

Application of Smooth Approximation in Stochastic Optimization Problems with a Polyhedral Loss Function and Probability Criterion

R Torishnyi, V Sobol - … Theory and Operations Research: Recent Trends …, 2021‏ - Springer
In this paper, we consider a stochastic optimization problem with a convex piecewise linear
(polyhedral) loss function, polyhedral constraints, and continuous random vector distribution …

[PDF][PDF] Classes of Ordinary Differential Equations Obtained for the Probability Functions of Logistic and Log-Logistic Distributions

HI Okagbue, PEO IAENG, AA Opanuga… - Proceedings of the World …, 2018‏ - iaeng.org
Differential calculus was used to obtain the ordinary differential equations (ODE) of the
probability density function (PDF), Quantile function (QF), survival function (SF) and hazard …

[PDF][PDF] Classes of Ordinary Differential Equations Obtained for the Probability Functions of Linear Failure Rate and Generalized Linear Failure Rate Distributions

HI Okagbue, PE Oguntunde, AA Opanuga… - Int. J. Circuits, Systems …, 2018‏ - core.ac.uk
The linear failure rate (hazard) and generalized linear failure rate (hazard) distributions are
uniquely identified by their linear hazard functions. In this paper, homogenous ordinary …

[PDF][PDF] Применение гладкой аппроксимации функций вероятности и квантили при решении задач стохастического программирования

ВР Соболь, РО Торишный - Труды СПИИРАН, 2020‏ - scholar.archive.org
Исследуется один из возможных вариантов гладкой аппроксимации вероятностных
критериальных функций в задачах стохастического программирования, позволяющий …

[PDF][PDF] One and Two-parameters Lindley Distributions: Ordinary Differential Equations

HI Okagbue, PE Oguntunde, AA Opanuga… - Proceedings of the …, 2018‏ - iaeng.org
Differential calculus was applied to get the ordinary differential equations (ODE) of the
probability functions of the one and two-parameters Lindley distributions. The parameters …

[PDF][PDF] Modified Weibull Distribution: Ordinary Differential Equations

HI Okagbue, PE Oguntunde, AA Opanuga… - Proceedings of the …, 2018‏ - iaeng.org
Modified Weibull distribution is an appreciable improvement over the Weibull distribution.
This paper explores the application of differentiation to obtain the ordinary differential …